+84.2%
JNJ vs JHX
-27.7%
+111.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -3.5% | -6.3% | +2.8% | -3.2% |
| 30D | +2.3% | -7.7% | +10.1% | +2.7% |
| 3M | +12.0% | +19.2% | -7.2% | +10.9% |
| 6M | +10.5% | +38.3% | -27.8% | +8.3% |
| YTD | +30.4% | +37.2% | -6.8% | +27.7% |
| 1Y | +52.1% | +42.3% | +9.9% | +48.5% |
| 3Y | +77.8% | -4.4% | +82.2% | +74.2% |
| All | +84.2% | -27.7% | +111.9% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling